-24.3%
GEV vs LTH
+38.9%
-63.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.0% | -1.7% |
| 7D | +3.7% | -1.3% | +5.0% | +3.7% |
| 30D | -14.7% | +15.7% | -30.3% | -14.9% |
| 3M | -23.4% | +5.0% | -28.4% | -22.8% |
| 6M | -24.3% | +37.7% | -62.0% | -32.4% |
| All | -24.3% | +38.9% | -63.2% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling